Key stats
About VictoryShares US 500 Enhanced Volatility Wtd ETF
Expense ratio
0.37%
Home page
Inception date
Jul 1, 2014
CFO attempts to provide broad exposure to US large-caps while reducing the amount of attendant volatility. To this end, it employs three moving parts: a simple quality screen, low-volatility weighting, and a cash toggle. The quality screen removes firms with negative earnings over the past four quarters. Low-volatility weighting gives more weight to stocks with lower price variability and ignores correlations. CFO then adds a cash toggle that is triggered by a 10% drop from CFA's all-time high and moves 75% into cash. In severe downturns, CFO will leg back in as stock prices drop.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Stocks99.63%
Finance17.87%
Technology Services10.86%
Electronic Technology8.79%
Utilities7.53%
Producer Manufacturing6.85%
Health Technology6.84%
Consumer Non-Durables6.08%
Consumer Services5.73%
Retail Trade5.02%
Process Industries4.10%
Industrial Services3.75%
Transportation2.80%
Energy Minerals2.80%
Commercial Services2.60%
Health Services2.27%
Distribution Services2.06%
Consumer Durables1.42%
Non-Energy Minerals1.15%
Communications0.92%
Miscellaneous0.19%
Bonds, Cash & Other0.37%
Cash0.37%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history